ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 12-Oct-2015

Day Change Summary
	Previous	Current
	09-Oct-2015	12-Oct-2015	Change	Change %	Previous Week
Open	95.350	94.940	-0.410	-0.4%	95.995
High	95.420	94.940	-0.480	-0.5%	96.295
Low	94.745	94.665	-0.080	-0.1%	94.745
Close	94.883	94.765	-0.118	-0.1%	94.883
Range	0.675	0.275	-0.400	-59.3%	1.550
ATR	0.751	0.717	-0.034	-4.5%	0.000
Volume	31,774	15,582	-16,192	-51.0%	125,216

Daily Pivots for day following 12-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	95.615	95.465	94.916
R3	95.340	95.190	94.841
R2	95.065	95.065	94.815
R1	94.915	94.915	94.790	94.853
PP	94.790	94.790	94.790	94.759
S1	94.640	94.640	94.740	94.578
S2	94.515	94.515	94.715
S3	94.240	94.365	94.689
S4	93.965	94.090	94.614

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.958	98.970	95.736
R3	98.408	97.420	95.309
R2	96.858	96.858	95.167
R1	95.870	95.870	95.025	95.589
PP	95.308	95.308	95.308	95.167
S1	94.320	94.320	94.741	94.039
S2	93.758	93.758	94.599
S3	92.208	92.770	94.457
S4	90.658	91.220	94.031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.275	94.665	1.610	1.7%	0.556	0.6%	6%	False	True	23,362
10	96.635	94.665	1.970	2.1%	0.642	0.7%	5%	False	True	26,398
20	96.880	94.195	2.685	2.8%	0.719	0.8%	21%	False	False	31,350
40	97.400	92.850	4.550	4.8%	0.794	0.8%	42%	False	False	21,033
60	98.740	92.850	5.890	6.2%	0.783	0.8%	33%	False	False	14,296
80	98.740	92.850	5.890	6.2%	0.783	0.8%	33%	False	False	10,819
100	98.740	92.850	5.890	6.2%	0.817	0.9%	33%	False	False	8,698
120	98.740	92.850	5.890	6.2%	0.822	0.9%	33%	False	False	7,263

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.146
Narrowest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	96.109
2.618	95.660
1.618	95.385
1.000	95.215
0.618	95.110
HIGH	94.940
0.618	94.835
0.500	94.803
0.382	94.770
LOW	94.665
0.618	94.495
1.000	94.390
1.618	94.220
2.618	93.945
4.250	93.496

Fisher Pivots for day following 12-Oct-2015
Pivot	1 day	3 day
R1	94.803	95.193
PP	94.790	95.050
S1	94.778	94.908

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These figures are updated between 7pm and 10pm EST after a trading day.

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